+325.3%
STX vs RSG
-1.5%
+326.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -2.4% |
| 7D | -2.3% | 0.0% | -2.3% | -2.1% |
| 30D | -5.5% | +4.0% | -9.4% | +1.7% |
| 3M | -4.3% | +7.4% | -11.7% | +10.7% |
| 6M | +115.6% | +0.1% | +115.5% | +131.6% |
| YTD | +202.2% | +6.0% | +196.2% | +256.6% |
| 1Y | +325.3% | -3.0% | +328.3% | +383.7% |
| All | +325.3% | -1.5% | +326.8% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling